Blender Cycles Diffuese Material - Why it stays so light?
Here's a scene with a light that is set at a low intensity:



Here's the same scene with a brighter light:



Here's the same scene with a much brighter light:



Cycles uses lights that try to resemble how light works in the real world:
The brighter the source, the more light that will be reflected by the object, making it brighter.

The "color" of a diffuse object thus depends on the light it reflects. 

Other factors that might be affecting your scene: 


The brightness of the environment (world)
The Exposure setting in the film section (default is 1 don't change it unless you have a very good reason, and know what you are doing)
The Exposure setting in the Color Management section (read: Which Exposure control to use?)
The settings for color management:

The view transform used. (Read: Render with a wider dynamic range in cycles to produce photorealistic looking images)



Any changes in the settings for gamma or the use of curves.
The use of ambient occulsion (in cycles you don't need it. Read: Ambient occlusion in Principled BSDF and Adding Ambient Occlusion to Material)